Trading Metrics calculated at close of trading on 06-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,940 |
8,918 |
-22 |
-0.2% |
8,463 |
High |
8,990 |
9,048 |
58 |
0.6% |
9,019 |
Low |
8,841 |
8,889 |
48 |
0.5% |
8,308 |
Close |
8,918 |
8,950 |
32 |
0.4% |
8,958 |
Range |
149 |
159 |
10 |
6.7% |
711 |
ATR |
304 |
293 |
-10 |
-3.4% |
0 |
Volume |
88,889 |
138,299 |
49,410 |
55.6% |
236,793 |
|
Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,439 |
9,354 |
9,038 |
|
R3 |
9,280 |
9,195 |
8,994 |
|
R2 |
9,121 |
9,121 |
8,979 |
|
R1 |
9,036 |
9,036 |
8,965 |
9,079 |
PP |
8,962 |
8,962 |
8,962 |
8,984 |
S1 |
8,877 |
8,877 |
8,936 |
8,920 |
S2 |
8,803 |
8,803 |
8,921 |
|
S3 |
8,644 |
8,718 |
8,906 |
|
S4 |
8,485 |
8,559 |
8,863 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,895 |
10,637 |
9,349 |
|
R3 |
10,184 |
9,926 |
9,154 |
|
R2 |
9,473 |
9,473 |
9,088 |
|
R1 |
9,215 |
9,215 |
9,023 |
9,344 |
PP |
8,762 |
8,762 |
8,762 |
8,826 |
S1 |
8,504 |
8,504 |
8,893 |
8,633 |
S2 |
8,051 |
8,051 |
8,828 |
|
S3 |
7,340 |
7,793 |
8,763 |
|
S4 |
6,629 |
7,082 |
8,567 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,048 |
8,441 |
607 |
6.8% |
199 |
2.2% |
84% |
True |
False |
88,855 |
10 |
9,048 |
8,308 |
740 |
8.3% |
189 |
2.1% |
87% |
True |
False |
91,293 |
20 |
9,048 |
8,191 |
857 |
9.6% |
262 |
2.9% |
89% |
True |
False |
101,086 |
40 |
9,167 |
7,398 |
1,769 |
19.8% |
374 |
4.2% |
88% |
False |
False |
50,751 |
60 |
9,894 |
7,398 |
2,496 |
27.9% |
459 |
5.1% |
62% |
False |
False |
33,915 |
80 |
11,540 |
7,398 |
4,142 |
46.3% |
462 |
5.2% |
37% |
False |
False |
25,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,724 |
2.618 |
9,464 |
1.618 |
9,305 |
1.000 |
9,207 |
0.618 |
9,146 |
HIGH |
9,048 |
0.618 |
8,987 |
0.500 |
8,969 |
0.382 |
8,950 |
LOW |
8,889 |
0.618 |
8,791 |
1.000 |
8,730 |
1.618 |
8,632 |
2.618 |
8,473 |
4.250 |
8,213 |
|
|
Fisher Pivots for day following 06-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,969 |
8,927 |
PP |
8,962 |
8,904 |
S1 |
8,956 |
8,882 |
|